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this is interesting - couldn't a bayesian get many of the same guarantees by computing the posterior distribution and choosing a range that contains X% of the m
by kurtosis 18y ago
this is interesting - couldn't a bayesian get many of the same guarantees by computing the posterior distribution and choosing a range that contains X% of the mass?
- eru 18y agoFrequentist as described in the grandparent post do all the analysis they can without having to assume priors.
- lliiffee 18y agoIn a word, no. The reason is that if the bayesian does a really crappy job of specifying their prior distribution, the posterior will be completely inaccurate. On the other hand, if the bayesian does a good job, getting intervals as you describe will work much better (e.g. be smaller) than confidence intervals.